Sparse principal component analysis by choice of norm

DOI10.1016/J.JMVA.2012.07.004MaRDI QIDQ1931858zbMATH OpenOpenAlexWikidataFDO

Authors Xin Qi, Ruiyan Luo, Hongyu Zhao

Publication date 16 January 2013

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.07.004

zbMATH Keywords

high-dimensional dataiterative algorithmconsistency in high dimensionsuncorrelated or orthogonal principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of mathematical programming (90C90)

Recommendations

• Weakly correlated sparse components with nearly orthonormal loadings
• Generalized power method for sparse principal component analysis
• Projection sparse principal component analysis: an efficient least squares method
• Sparse principal component analysis and iterative thresholding
• On consistency and sparsity for principal components analysis in high dimensions

Cited in

(31)

• An exact approach to sparse principal component analysis
• Biclustering via structured regularized matrix decomposition
• Generalized power method for sparse principal component analysis
• Scale-invariant sparse PCA on high-dimensional meta-elliptical data
• From simple structure to sparse components: a review
• Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
• Compressed modes for variational problems in mathematics and physics
• Sparse principal component analysis with measurement errors
• Principal component analysis in very high-dimensional spaces
• Signal extraction approach for sparse multivariate response regression
• Sparse PCA by iterative elimination algorithm
• Sparse principal component analysis in Hilbert space
• Sparse principal components by semi-partition clustering
• Sparse principal component analysis with missing observations
• Sparse Principal Component Analysis via Axis-Aligned Random Projections
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Optimal algorithms for binary, sparse, and \(L_1\)-norm principal component analysis
• Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes
• Weakly correlated sparse components with nearly orthonormal loadings
• Sparse principal component regression via singular value decomposition approach
• A guide for sparse PCA: model comparison and applications
• scientific article; zbMATH DE number 6129459 (Why is no real title available?)
• Sparse Variable PCA Using Geodesic Steepest Descent
• \(rs\)-sparse principal component analysis: a mixed integer nonlinear programming approach with VNS
• Sparse principal component analysis via fractional function regularity
• The Sparse Principal Component of a Constant-Rank Matrix
• Sparse principal component analysis via regularized low rank matrix approximation
• Projection sparse principal component analysis: an efficient least squares method
• Sparse local influence analysis
• Biobjective sparse principal component analysis
• Integrative sparse principal component analysis

This page was built for publication: Sparse principal component analysis by choice of norm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1931858)